We are obligated to fast on Tisha B'Av {ninth of the month of Av}, and on the seventeenth of Tammuz and on the third of Tishrei and on the tenth on Tevet because of the bad things which occured on them.

Even though it says in the pasuk: "On the fourth month, on the ninth of the month, the city was breached" {Jeremiah 39,2}, we do not fast on the ninth of [day of] it {Tamuz}, rather [we fast] on the seventeenth. Even though for the [destruction of the] first [Temple] it was breached on the ninth, since for the second [Temple] it was breached on the seventeenth of it, they determined to fast on the seventeenth of it, because the destruction of the second temple is harsher for us.